# Copyright 2018 The JAX Authors. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # https://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from typing import cast import numpy as np import scipy.stats as osp_stats from jax import lax import jax.numpy as jnp from jax._src.lax.lax import _const as _lax_const from jax._src.numpy.util import _wraps, promote_args_inexact from jax._src.typing import Array, ArrayLike from jax.scipy import special @_wraps(osp_stats.norm.logpdf, update_doc=False) def logpdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: x, loc, scale = promote_args_inexact("norm.logpdf", x, loc, scale) scale_sqrd = lax.square(scale) log_normalizer = lax.log(lax.mul(_lax_const(x, 2 * np.pi), scale_sqrd)) quadratic = lax.div(lax.square(lax.sub(x, loc)), scale_sqrd) return lax.div(lax.add(log_normalizer, quadratic), _lax_const(x, -2)) @_wraps(osp_stats.norm.pdf, update_doc=False) def pdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: return lax.exp(logpdf(x, loc, scale)) @_wraps(osp_stats.norm.cdf, update_doc=False) def cdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: x, loc, scale = promote_args_inexact("norm.cdf", x, loc, scale) return special.ndtr(lax.div(lax.sub(x, loc), scale)) @_wraps(osp_stats.norm.logcdf, update_doc=False) def logcdf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: x, loc, scale = promote_args_inexact("norm.logcdf", x, loc, scale) # Cast required because custom_jvp return type is broken. return cast(Array, special.log_ndtr(lax.div(lax.sub(x, loc), scale))) @_wraps(osp_stats.norm.ppf, update_doc=False) def ppf(q: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: return jnp.asarray(special.ndtri(q) * scale + loc, float) @_wraps(osp_stats.norm.sf, update_doc=False) def sf(x: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: cdf_result = cdf(x, loc, scale) return lax.sub(_lax_const(cdf_result, 1), cdf_result) @_wraps(osp_stats.norm.isf, update_doc=False) def isf(q: ArrayLike, loc: ArrayLike = 0, scale: ArrayLike = 1) -> Array: return ppf(lax.sub(_lax_const(q, 1), q), loc, scale)